+47.7%
BITO vs CEG
+678.4%
-630.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.4% | -4.8% | +1.3% | -2.4% |
| 30D | +21.4% | +2.3% | +19.1% | +20.6% |
| 3M | +20.5% | +15.6% | +4.9% | +16.1% |
| 6M | +7.4% | -5.0% | +12.4% | +7.5% |
| YTD | -13.9% | -19.0% | +5.2% | -11.1% |
| 1Y | -35.1% | -10.0% | -25.1% | -34.9% |
| 3Y | +156.8% | +163.9% | -7.1% | +82.3% |
| All | +47.7% | +678.4% | -630.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling